+5,982.8%
MCD vs VTRS
+557.1%
+5,425.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -6.1% | +1.9% | -8.0% | -6.4% |
| 3M | -7.3% | +5.1% | -12.3% | -7.9% |
| 6M | -20.9% | +20.1% | -41.0% | -22.9% |
| YTD | -14.7% | +36.6% | -51.2% | -18.1% |
| 1Y | -16.1% | +64.1% | -80.2% | -21.4% |
| 3Y | -1.5% | +86.4% | -87.9% | -10.2% |
| 5Y | +20.4% | +40.9% | -20.4% | +12.1% |
| 10Y | +180.0% | -48.7% | +228.7% | +181.3% |
| All | +5,982.8% | +557.1% | +5,425.7% | +3,266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling